+41.8%
DDOG vs NVTS
-17.0%
+58.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.3% | +10.5% | +7.5% |
| 7D | +7.7% | +3.5% | +4.2% | +7.2% |
| 30D | -13.6% | -11.9% | -1.7% | -12.6% |
| 3M | -0.9% | -49.2% | +48.3% | +5.4% |
| 6M | +75.2% | +38.4% | +36.8% | +58.4% |
| YTD | +65.7% | +62.5% | +3.2% | +44.8% |
| 1Y | +60.4% | +101.4% | -41.0% | +32.1% |
| 3Y | +130.7% | +40.4% | +90.2% | +85.5% |
| All | +41.8% | -17.0% | +58.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling